+329.1%
APP vs AGG
-1.7%
+330.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -1.9% |
| 7D | -4.4% | -0.2% | -4.2% | -4.1% |
| 30D | -10.0% | -0.2% | -9.8% | -9.7% |
| 3M | -41.4% | -0.7% | -40.7% | -40.6% |
| 6M | -41.0% | -1.8% | -39.3% | -39.1% |
| YTD | -54.7% | -0.6% | -54.1% | -54.2% |
| 1Y | -45.3% | +0.4% | -45.7% | -45.6% |
| 3Y | +624.3% | +13.2% | +611.1% | +478.1% |
| 5Y | +329.1% | -2.0% | +331.1% | +291.7% |
| All | +329.1% | -1.7% | +330.9% | +291.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AGG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling